+5,240.8%
GRMN vs JBHT
+9,416.4%
-4,175.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.0% |
| 7D | -2.9% | +4.9% | -7.7% | -4.5% |
| 30D | -8.4% | +0.6% | -9.0% | -8.7% |
| 3M | +15.0% | -3.2% | +18.2% | +15.7% |
| 6M | +11.2% | +17.0% | -5.7% | +4.0% |
| YTD | +37.7% | +41.7% | -4.0% | +20.1% |
| 1Y | +18.5% | +90.0% | -71.5% | -8.3% |
| 3Y | +175.8% | +47.0% | +128.8% | +130.2% |
| 5Y | +75.1% | +58.3% | +16.8% | +39.9% |
| 10Y | +637.0% | +273.9% | +363.1% | +319.2% |
| All | +5,240.8% | +9,416.4% | -4,175.6% | +1,225.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling